REGION GROUP (Germany) Performance
| S590 Stock | 1.31 0.02 1.50% |
The company holds a Beta of 0.37, which implies possible diversification benefits within a given portfolio. As returns on the market increase, REGION GROUP's returns are expected to increase less than the market. However, during the bear market, the loss of holding REGION GROUP is expected to be smaller as well. At this point, REGION GROUP STAPLED has a negative expected return of -0.0293%. Please make sure to check REGION GROUP's jensen alpha, sortino ratio, and the relationship between the information ratio and total risk alpha , to decide if REGION GROUP STAPLED performance from the past will be repeated in the future.
Risk-Adjusted Performance
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Over the last 90 days REGION GROUP STAPLED has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable basic indicators, REGION GROUP is not utilizing all of its potentials. The newest stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
REGION |
REGION GROUP Relative Risk vs. Return Landscape
If you would invest 134.00 in REGION GROUP STAPLED on August 29, 2024 and sell it today you would lose (3.00) from holding REGION GROUP STAPLED or give up 2.24% of portfolio value over 90 days. REGION GROUP STAPLED is producing return of less than zero assuming 1.1156% volatility of returns over the 90 days investment horizon. Simply put, 9% of all stocks have less volatile historical return distribution than REGION GROUP, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
REGION GROUP Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for REGION GROUP's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as REGION GROUP STAPLED, and traders can use it to determine the average amount a REGION GROUP's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0262
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | S590 |
Estimated Market Risk
| 1.12 actual daily | 9 91% of assets are more volatile |
Expected Return
| -0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average REGION GROUP is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of REGION GROUP by adding REGION GROUP to a well-diversified portfolio.
About REGION GROUP Performance
By analyzing REGION GROUP's fundamental ratios, stakeholders can gain valuable insights into REGION GROUP's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if REGION GROUP has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if REGION GROUP has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about REGION GROUP STAPLED performance evaluation
Checking the ongoing alerts about REGION GROUP for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for REGION GROUP STAPLED help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| REGION GROUP STAPLED generated a negative expected return over the last 90 days | |
| REGION GROUP STAPLED may become a speculative penny stock |
- Analyzing REGION GROUP's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether REGION GROUP's stock is overvalued or undervalued compared to its peers.
- Examining REGION GROUP's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating REGION GROUP's management team can have a significant impact on its success or failure. Reviewing the track record and experience of REGION GROUP's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of REGION GROUP's stock. These opinions can provide insight into REGION GROUP's potential for growth and whether the stock is currently undervalued or overvalued.
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When running REGION GROUP's price analysis, check to measure REGION GROUP's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy REGION GROUP is operating at the current time. Most of REGION GROUP's value examination focuses on studying past and present price action to predict the probability of REGION GROUP's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move REGION GROUP's price. Additionally, you may evaluate how the addition of REGION GROUP to your portfolios can decrease your overall portfolio volatility.
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